English
Related papers

Related papers: Asymptotics of the visibility function in the Bool…

200 papers

Given a gamma population with known shape parameter $\alpha$, we develop a general theory for estimating a function $g(\cdot)$ of the scale parameter $\beta$ with bounded variance. We begin by defining a sequential sampling procedure with…

Methodology · Statistics 2024-07-09 Jun Hu , Ibtihal Alanazi , Zhe Wang

Let $(X_1,Y_1),\ldots,(X_n,Y_n)$ be an i.i.d. sample from a bivariate distribution function that lies in the max-domain of attraction of an extreme value distribution. The asymptotic joint distribution of the standardized component-wise…

Statistics Theory · Mathematics 2015-04-03 Sami Umut Can , John H. J. Einmahl , Estate V. Khmaladze , Roger J. A. Laeven

The hidden variable formalism (based on the assumption of some intrinsic node parameters) turned out to be a remarkably efficient and powerful approach in describing and analyzing the topology of complex networks. Owing to one of its most…

Physics and Society · Physics 2019-08-13 Sámuel G. Balogh , Péter Pollner , Gergely Palla

Empirical likelihood is an attractive inferential framework that respects natural parameter boundaries, but existing approaches typically require smoothness of the functional and miscalibrate substantially when these assumptions are…

Methodology · Statistics 2026-03-31 Hongseok Namkoong

Abstract In Extreme Value methodology the choice of threshold plays an important role in efficient modelling of observations exceeding the threshold. The threshold must be chosen high enough to ensure an unbiased extreme value index but…

Methodology · Statistics 2020-06-11 Andréhette Verster , Lizanne Raubenheimer

The task for a general and useful classification of the tail behaviors of probability distributions still has no satisfactory solution. Due to lack of information outside the range of the data the tails of the distribution should be…

Probability · Mathematics 2019-07-23 Pavlina Jordanova

We study the problem of maximizing a spectral risk measure of a given output function which depends on several underlying variables, whose individual distributions are known but whose joint distribution is not. We establish and exploit an…

Optimization and Control · Mathematics 2022-11-16 Hamza Ennaji , Quentin Mérigot , Luca Nenna , Brendan Pass

The extremal tail probabilities of moving sums in a marked Poisson random field is examined here. These sums are computed by adding up the weighted occurrences of events lying within a scanning set of fixed shape and size. Change of measure…

Probability · Mathematics 2007-08-22 Hock Peng Chan

The study of graph-based submodular maximization problems was initiated in a seminal work of Kempe, Kleinberg, and Tardos (2003): An {\em influence} function of subsets of nodes is defined by the graph structure and the aim is to find…

Data Structures and Algorithms · Computer Science 2016-09-09 Edith Cohen

We focus on the probability distribution function (pdf) $P(\Delta \gamma; \gamma)$ where $\Delta \gamma$ are the {\em measured} strain intervals between plastic events in an athermal strained amorphous solids, and $\gamma$ measures the…

Soft Condensed Matter · Physics 2016-01-20 H. G. E. Hentschel , Prabhat K. Jaiswal , Itamar Procaccia , Srikanth Sastry

This PhD thesis presents a distributional view of optimization in place of a worst-case perspective. We motivate this view with an investigation of the failure point of classical optimization. Subsequently we consider the optimization of a…

Optimization and Control · Mathematics 2025-07-23 Felix Benning

Estimating extreme quantiles is an important task in many applications, including financial risk management and climatology. More important than estimating the quantile itself is to insure zero coverage error, which implies the quantile…

Applications · Statistics 2025-05-08 Douglas E. Johnston

We give a numerical algorithm computing Euler obstruction functions using maximum likelihood degrees. The maximum likelihood degree is a well-studied property of a variety in algebraic statistics and computational algebraic geometry. In…

Algebraic Geometry · Mathematics 2018-05-07 Jose Israel Rodriguez , Botong Wang

Recently, the concept of tail dependence has been discussed in financial applications related to market or credit risk. The multivariate extreme value theory is a proper tool to measure and model dependence, for example, of large loss…

Applications · Statistics 2011-09-27 Marta Ferreira

This paper proposes a specification test for the conventional distributional assumptions of error terms in binary choice models, focusing on its tail properties. Based on extreme value theory, we first establish that the tail index of the…

Econometrics · Economics 2026-03-31 Ting Ji , Laura Liu , Yulong Wang , Jiahe Xing

There is no consensus on the emission mechanism of $\gamma$-ray bursts (GRBs). A synchrotron model can produce $\gamma$-ray spectra with the empirical Band function form, from a piece-wise two-power-law electron energy distribution (2EPLS).…

High Energy Astrophysical Phenomena · Physics 2019-09-06 Bruce Grossan , Pawan Kumar , George F. Smoot

Consider a discrete-time one-dimensional supercritical branching random walk. We study the probability that there exists an infinite ray in the branching random walk that always lies above the line of slope $\gamma-\epsilon$, where $\gamma$…

Probability · Mathematics 2010-02-16 Nina Gantert , Yueyun Hu , Zhan Shi

The optics of a number of future X-ray telescopes will have very long focal lengths (10 - 20 m), and will consist of a number of nested/stacked thin, grazing-incidence mirrors. The optical quality characterization of a real mirror can be…

Instrumentation and Methods for Astrophysics · Physics 2015-09-09 D. Spiga , S. Basso , M. Bavdaz , V. Burwitz , M. Civitani , O. Citterio , M. Ghigo , G. Hartner , B. Menz , G. Pareschi , L. Proserpio , B. Salmaso , G. Tagliaferri , E. Wille

We study a system of coalescing continuous-time random walks starting from every site on $\mathbb{Z}$, where the jump increments lie in the domain of attraction of an $\alpha$-stable distribution with $\alpha\in(0,1]$. We establish sharp…

Probability · Mathematics 2026-02-02 Jinjiong Yu

An explicit expression is derived for the distribution function of end-to-end vectors and for the mean square end-to-end distance of a flexible chain with excluded-volume interactions. The Hamiltonian for a flexible chain with weak…

Statistical Mechanics · Physics 2007-05-23 A. D. Drozdov